-30.6%
OTF vs VT
+23.3%
-54.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | 0.0% | -2.3% | +2.3% | +1.5% |
| 30D | +2.8% | -5.0% | +7.8% | +6.1% |
| 3M | -12.7% | -4.9% | -7.8% | -10.0% |
| 6M | -12.4% | -1.5% | -10.9% | -11.8% |
| YTD | -27.0% | +8.5% | -35.5% | -30.8% |
| 1Y | -21.8% | +11.4% | -33.2% | -27.4% |
| All | -30.6% | +23.3% | -54.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling